Exponential Stability of Numerical Solutions to Stochastic Investment System
The investment model of stochastic neutral technical progress is given in this paper. The main purpose of this paper is to consider the exponential stability of the Euler-Maruyama scheme for a class of stochastic investment system. The de¯nition of exponential of numerical methods is established. The conditions under which the method is exponentially stable in mean square determined.
H. Wang, B.J. Zhang, X.Z. Liu, D.Z. Luo, S.B. Zhong
Z. P. Wang "Exponential Stability of Numerical Solutions to Stochastic Investment System", Advanced Materials Research, Vols. 143-144, pp. 910-914, 2011